Jose A. Lopez
Names
| first: |
Jose |
| middle: |
A. |
| last: |
Lopez |
Identifer
Contact
Affiliations
-
Federal Reserve Bank of San Francisco
/ Economic Research
Research profile
author of:
- `The Credit Default Swap Basis` by Dr Jose A. Lopez (RePEc:aza:rmfi00:y:2007:v:1:i:1:p:117-118)
by Lopez, Jose A. - Calibrating exposure at default for corporate credit lines (RePEc:aza:rmfi00:y:2009:v:2:i:2:p:121-129)
by Jimenéz, Gabriel & Lopez, Jose A. & Saurina, Jesús - Empirical analysis of corporate credit lines (RePEc:bde:wpaper:0821)
by Gabriel Jiménez & José A. López & Jesús Saurina - How Does Competition Impact Bank Risk-Taking? (RePEc:bde:wpaper:1005)
by Gabriel Jiménez & Jose A. Lopez & Jesús Saurina - Comment (RePEc:bes:jnlbes:v:22:y:2004:p:165-169)
by Dennis R. & Lopez J.A. - Calibrating Macroprudential Policies for the Canadian Mortgage Market (RePEc:cdh:commen:570)
by Scott A. Brave & Jose A. Lopez & Jeremy Kronick - Monitoring Banking System Connectedness with Big Data (RePEc:cdl:ucscec:qt17h5v7rj)
by Hale, Galina & Lopez, Jose A - Uncertainty and Hyperinflation: European Inflation Dynamics after World War I (RePEc:ces:ceswps:_7066)
by Jose A. Lopez & Kris James Mitchener - Uncertainty and Hyperinflation: European Inflation Dynamics after World War I (RePEc:cpr:ceprdp:12951)
by Mitchener, Kris & Lopez, Jose A. - Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence (RePEc:cpr:ceprdp:13010)
by Rose, Andrew & Spiegel, Mark & Lopez, Jose A. - A Probability-Based Stress Test of Federal Reserve Assets and Income (RePEc:ecl:upafin:14-01)
by Christensen, Jens H. E. & Lopez, Jose A. & Rudebusch, Glenn D. - Monitoring banking system connectedness with big data (RePEc:eee:econom:v:212:y:2019:i:1:p:203-220)
by Hale, Galina & Lopez, Jose A. - Why have negative nominal interest rates had such a small effect on bank performance? Cross country evidence (RePEc:eee:eecrev:v:124:y:2020:i:c:s0014292120300349)
by Lopez, Jose A. & Rose, Andrew K. & Spiegel, Mark M. - How does competition affect bank risk-taking? (RePEc:eee:finsta:v:9:y:2013:i:2:p:185-195)
by Jiménez, Gabriel & Lopez, Jose A. & Saurina, Jesús - Evaluating credit risk models (RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:151-165)
by Lopez, Jose A. & Saidenberg, Marc R. - Alternative measures of the Federal Reserve Banks' cost of equity capital (RePEc:eee:jbfina:v:30:y:2006:i:6:p:1687-1711)
by Barnes, Michelle L. & Lopez, Jose A. - The empirical relationship between average asset correlation, firm probability of default, and asset size (RePEc:eee:jfinin:v:13:y:2004:i:2:p:265-283)
by Lopez, Jose A. - Small business lending under the PPP and PPPLF programs (RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000705)
by Lopez, Jose A. & Spiegel, Mark M. - A probability-based stress test of Federal Reserve assets and income (RePEc:eee:moneco:v:73:y:2015:i:c:p:26-43)
by Christensen, Jens H.E. & Lopez, Jose A. & Rudebusch, Glenn D. - Alternative measures of the Federal Reserve banks' cost of equity capital (RePEc:fip:fedbpp:05-2)
by Michelle L. Barnes & Jose A. Lopez - Evaluating credit risk models (RePEc:fip:fedfap:99-06)
by Jose A. Lopez & Marc R. Saidenberg - Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market (RePEc:fip:fedfap:99-09)
by Michael J. Fleming & Jose A. Lopez - Stress testing the Fed (RePEc:fip:fedfel:00010)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch - Assessing supervisory scenarios for interest rate risk (RePEc:fip:fedfel:00069)
by Jens H. E. Christensen & Jose A. Lopez - Differing views on long-term inflation expectations (RePEc:fip:fedfel:00089)
by Jens H. E. Christensen & Jose A. Lopez - Do All New Treasuries Trade at a Premium? (RePEc:fip:fedfel:00118)
by Jens H. E. Christensen & Jose A. Lopez & Patrick Shultz - Measuring Interest Rate Risk in the Very Long Term (RePEc:fip:fedfel:00127)
by Jens H. E. Christensen & Jose A. Lopez & Paul Mussche - Measuring Connectedness between the Largest Banks (RePEc:fip:fedfel:00186)
by Galina Hale & Jose A. Lopez & Shannon Sledz - Small Business Lending during COVID-19 (RePEc:fip:fedfel:89090)
by Remy Beauregard & Jose A. Lopez & Mark M. Spiegel - What Would It Cost to Issue 50-year Treasury Bonds? (RePEc:fip:fedfel:93332)
by Jens H. E. Christensen & Jose A. Lopez & Paul Mussche - How frequently should banks be examined? (RePEc:fip:fedfel:y:1999:i:feb26:n:99-07)
by Jose A. Lopez - The Basel proposal for a new capital adequacy framework (RePEc:fip:fedfel:y:1999:i:jul30:n:99-23)
by Jose A. Lopez - Using CAMELS ratings to monitor bank conditions (RePEc:fip:fedfel:y:1999:i:jun:n:99-19)
by Jose A. Lopez - Volatility spillovers in the U.S. Treasury market (RePEc:fip:fedfel:y:2000:i:feb18:n:2000-04)
by Jose A. Lopez - Patterns in the foreign ownership of U.S. banking assets (RePEc:fip:fedfel:y:2000:i:nov.24:n:2000-35)
by Jose A. Lopez - Modeling credit risk for commercial loans (RePEc:fip:fedfel:y:2001:i:apr.27:n:2001-12)
by Jose A. Lopez - Federal Reserve banks' imputed cost of equity capital (RePEc:fip:fedfel:y:2001:i:aug10:n:2001-23)
by Jose A. Lopez - Financial instruments for mitigating credit risk (RePEc:fip:fedfel:y:2001:i:nov23:n:2001-34)
by Jose A. Lopez - What is operational risk? (RePEc:fip:fedfel:y:2002:i:jan25:n:2002-02)
by Jose A. Lopez - Off-site monitoring of bank holding companies (RePEc:fip:fedfel:y:2002:i:may17:n:2002-15)
by John Krainer & Jose A. Lopez - Disclosure as a supervisory tool: Pillar 3 of Basel II (RePEc:fip:fedfel:y:2003:i:aug1:n:2003-22)
by Jose A. Lopez - The current strength of the U.S. banking sector (RePEc:fip:fedfel:y:2003:i:dec19:n:2003-37)
by John Krainer & Jose A. Lopez - How financial firms manage risk (RePEc:fip:fedfel:y:2003:i:feb14:n:2003-03)
by Jose A. Lopez - Using equity market information to monitor banking institutions (RePEc:fip:fedfel:y:2003:i:jan24:n:2003-01)
by John Krainer & Jose A. Lopez - Monitoring debt market information for bank supervisory purposes (RePEc:fip:fedfel:y:2003:i:nov28:n:2003-35)
by John Krainer & Jose A. Lopez - Policy applications of a global macroeconomic model (RePEc:fip:fedfel:y:2004:i:jun11:n:2004-14)
by Richard Dennis & Jose A. Lopez - Outsourcing by financial services firms: the supervisory response (RePEc:fip:fedfel:y:2004:i:nov26:n:2004-34)
by Jose A. Lopez - Supervising interest rate risk management (RePEc:fip:fedfel:y:2004:i:sep17:n:2004-26)
by Jose A. Lopez - Recent policy issues regarding credit risk transfer (RePEc:fip:fedfel:y:2005:i:dec2:n:2005-34)
by Jose A. Lopez - Stress tests: useful complements to financial risk models (RePEc:fip:fedfel:y:2005:i:jun24:n:2005-14)
by Jose A. Lopez - What is the Federal Reserve banks' imputed cost of equity capital? (RePEc:fip:fedfel:y:2006:i:apr7:n:2006-06)
by Michelle L. Barnes & Jose A. Lopez - Concentrations in commercial real estate lending (RePEc:fip:fedfel:y:2007:i:jan5:n:2007-01)
by Jose A. Lopez - Financial innovations and the real economy: conference summary (RePEc:fip:fedfel:y:2007:i:mar2:n:2007-05)
by Mark Doms & John G. Fernald & Jose A. Lopez - U.S. supervisory standards for operational risk management (RePEc:fip:fedfel:y:2007:i:may4:n:2007-11)
by Jose A. Lopez - Corporate access to external financing (RePEc:fip:fedfel:y:2007:i:oct19:n:2007-31)
by Jose A. Lopez - The economics of private equity investments: symposium summary (RePEc:fip:fedfel:y:2008:i:feb29:n:2008-08)
by Jose A. Lopez - What is liquidity risk? (RePEc:fip:fedfel:y:2008:i:oct24:n:2008-33)
by Jose A. Lopez - Gauging aggregate credit market conditions (RePEc:fip:fedfel:y:2009:i:oct19:n:2009-32)
by Jose A. Lopez - Challenges in economic capital modeling (RePEc:fip:fedfel:y:2010:i:jun21:n:2010-19)
by Jose A. Lopez - Methods for evaluating value-at-risk estimates (RePEc:fip:fedfer:y:1999:p:3-17:n:2)
by Jose A. Lopez - How might financial market information be used for supervisory purposes? (RePEc:fip:fedfer:y:2003:p:29-45)
by John Krainer & Jose A. Lopez - Do supervisory rating standards change over time? (RePEc:fip:fedfer:y:2009:p:13-24)
by John Krainer & Jose A. Lopez - Financial structure and macroeconomic performance over the short and long run (RePEc:fip:fedfpb:2002-05)
by Jose A. Lopez & Mark M. Spiegel - Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields (RePEc:fip:fedfpr:y:2009:i:jan:x:4)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch - Is implied correlation worth calculating? Evidence from foreign exchange options and historical data (RePEc:fip:fedfwp:2000-02)
by Jose A. Lopez & Christian Walter - Evaluating covariance matrix forecasts in a value-at-risk framework (RePEc:fip:fedfwp:2000-21)
by Jose A. Lopez & Christian Walter - The Federal Reserve banks' imputed cost of equity capital (RePEc:fip:fedfwp:2001-01)
by Edward J. Green & Jose A. Lopez & Zhenyu Wang - Incorporating equity market information into supervisory monitoring models (RePEc:fip:fedfwp:2001-14)
by John Krainer & Jose A. Lopez - The empirical relationship between average asset correlation, firm probability of default and asset size (RePEc:fip:fedfwp:2002-05)
by Jose A. Lopez - Does regional economic performance affect bank health? New analysis of an old question (RePEc:fip:fedfwp:2004-01)
by Mary C. Daly & John Krainer & Jose A. Lopez - Evaluating interest rate covariance models within a value-at-risk framework (RePEc:fip:fedfwp:2004-03)
by Miguel A. Ferreira & Jose A. Lopez - Using securities market information for bank supervisory monitoring (RePEc:fip:fedfwp:2004-05)
by John Krainer & Jose A. Lopez - Alternative measures of the Federal Reserve banks' cost of equity capital (RePEc:fip:fedfwp:2005-06)
by Michelle L. Barnes & Jose A. Lopez - Empirical analysis of the average asset correlation for real estate investment trusts (RePEc:fip:fedfwp:2005-22)
by Jose A. Lopez - Foreign bank lending and bond underwriting in Japan during the lost decade (RePEc:fip:fedfwp:2006-45)
by Jose A. Lopez & Mark M. Spiegel - Empirical analysis of corporate credit lines (RePEc:fip:fedfwp:2007-14)
by Gabriel Jimenez & Jose A. Lopez & Jesus Saurina - Determinants of access to external finance: evidence from Spanish firms (RePEc:fip:fedfwp:2007-22)
by Raquel Lago Gonzalez & Jose A. Lopez & Jesus Saurina - How does competition impact bank risk-taking? (RePEc:fip:fedfwp:2007-23)
by Gabriel Jimenez & Jose A. Lopez & Jesus Saurina - Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields (RePEc:fip:fedfwp:2008-34)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch - EAD calibration for corporate credit lines (RePEc:fip:fedfwp:2009-02)
by Gabriel Jimenez & Jose A. Lopez & Jesus Saurina - Do central bank liquidity facilities affect interbank lending rates? (RePEc:fip:fedfwp:2009-13)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch - Foreign entry into underwriting services: evidence from Japan's \"Big Bang\" deregulation (RePEc:fip:fedfwp:2009-14)
by Jose A. Lopez & Mark M. Spiegel - Bond currency denomination and the yen carry trade (RePEc:fip:fedfwp:2010-04)
by Christopher Candelaria & Jose A. Lopez & Mark M. Spiegel - Extracting deflation probability forecasts from Treasury yields (RePEc:fip:fedfwp:2011-10)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch - Pricing deflation risk with U.S. Treasury yields (RePEc:fip:fedfwp:2012-07)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch - A Probability-Based Stress Test of Federal Reserve Assets and Income (RePEc:fip:fedfwp:2013-38)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch - Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? (RePEc:fip:fedfwp:2014-03)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch - Is There an On-the-Run Premium in TIPS? (RePEc:fip:fedfwp:2017-10)
by Jens H. E. Christensen & Jose A. Lopez & Patrick Shultz - Calibrating Macroprudential Policy to Forecasts of Financial Stability (RePEc:fip:fedfwp:2017-17)
by Scott A. Brave & Jose A. Lopez - Monitoring Banking System Connectedness with Big Data (RePEc:fip:fedfwp:2018-01)
by Galina Hale & Jose A. Lopez - Uncertainty and Hyperinflation: European Inflation Dynamics after World War I (RePEc:fip:fedfwp:2018-06)
by Jose A. Lopez & Kris James Mitchener - Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence (RePEc:fip:fedfwp:2018-07)
by Jose A. Lopez & Andrew K. Rose & Mark M. Spiegel - Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement (RePEc:fip:fedfwp:2018-09)
by Jens H. E. Christensen & Jose A. Lopez & Paul Mussche - Small Business Lending Under the PPP and PPPLF Programs (RePEc:fip:fedfwp:91220)
by Jose A. Lopez & Mark M. Spiegel - International Evidence on Extending Sovereign Debt Maturities (RePEc:fip:fedfwp:92921)
by Jens H. E. Christensen & Jose A. Lopez & Paul Mussche - The Federal Reserve's imputed cost of equity capital: a survey (RePEc:fip:fedhle:y:2001:i:jul:n:167)
by Edward J. Green & Jose A. Lopez & Zhenyu Wang - Competition and risk taking by Spanish banks (RePEc:fip:fedhpr:1109)
by Gabriel Jimenez & Jose A. Lopez & Jesus Saurina - Forecasting supervisory ratings using securities market information (RePEc:fip:fedhpr:847)
by John Krainer & Jose A. Lopez - How effective is lifeline banking in assisting the 'unbanked'? (RePEc:fip:fednci:y:1998:i:jun:n:v.4no.6)
by Joseph J. Doyle & Jose A. Lopez & Marc R. Saidenberg - Methods for evaluating value-at-risk estimates (RePEc:fip:fednep:y:1998:i:oct:p:119-124:n:v.4no.3)
by Jose A. Lopez - Supervisory information and the frequency of bank examinations (RePEc:fip:fednep:y:1999:i:apr:p:1-20:n:v.5no.1)
by Beverly Hirtle & Jose A. Lopez - Formulating the imputed cost of equity capital for priced services at Federal Reserve banks (RePEc:fip:fednep:y:2003:i:sep:p:55-81:n:v.9no.3)
by Edward J. Green & Jose A. Lopez & Zhenyu Wang - Commentary on \\"Market indicators, bank fragility, and indirect market discipline\\" (RePEc:fip:fednep:y:2004:i:sep:p:67-71:n:v.10no.2)
by Jose A. Lopez - Modeling volatility dynamics (RePEc:fip:fednrp:9522)
by Francis X. Diebold & Jose A. Lopez - Evaluating the predictive accuracy of volatility models (RePEc:fip:fednrp:9524)
by Jose A. Lopez - Forecast evaluation and combination (RePEc:fip:fednrp:9525)
by Francis X. Diebold & Jose A. Lopez - Exchange rate cointegration across central bank regime shifts (RePEc:fip:fednrp:9602)
by Jose A. Lopez - Regulatory evaluation of value-at-risk models (RePEc:fip:fednrp:9710)
by Jose A. Lopez - Is implied correlation worth calculating? Evidence from foreign exchange options and historical data (RePEc:fip:fednrp:9730)
by Jose A. Lopez & Christian Walter - Methods for evaluating value-at-risk estimates (RePEc:fip:fednrp:9802)
by Jose A. Lopez - Regulatory evaluation of value-at-risk models (RePEc:fip:fednsr:33)
by Jose A. Lopez - Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market (RePEc:fip:fednsr:82)
by Michael J. Fleming & Jose A. Lopez - Using Securities Market Information for Bank Supervisory Monitoring (RePEc:ijc:ijcjou:y:2008:q:1:a:4)
by John Krainer & Jose A. Lopez - Extracting Deflation Probability Forecasts from Treasury Yields (RePEc:ijc:ijcjou:y:2012:q:4:a:2)
by Jens H.E. Christensen & Jose A. Lopez & Glenn D. Rudebusch - Calibrating Macroprudential Policy to Forecasts of Financial Stability (RePEc:ijc:ijcjou:y:2019:q:1:a:1)
by Scott A. Brave & Jose A. Lopez - Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement (RePEc:inm:ormnsc:v:68:y:2022:i:11:p:8286-8300)
by Jens H. E. Christensen & Jose A. Lopez & Paul L. Mussche - Evaluating the Predictive Accuracy of Volatility Models (RePEc:jof:jforec:v:20:y:2001:i:2:p:87-109)
by Lopez, Jose A - Incorporating Equity Market Information into Supervisory Monitoring Models (RePEc:mcb:jmoncb:v:36:y:2004:i:6:p:1043-67)
by Krainer, John & Lopez, Jose A - Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields (RePEc:mcb:jmoncb:v:42:y:2010:i:s1:p:143-178)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch - Measuring Volatility Dynamics (RePEc:nbr:nberte:0173)
by Francis X. Diebold & Jose A. Lopez - Forecast Evaluation and Combination (RePEc:nbr:nberte:0192)
by Francis X. Diebold & Jose A. Lopez - Uncertainty and Hyperinflation: European Inflation Dynamics after World War I (RePEc:nbr:nberwo:24624)
by Jose A. Lopez & Kris James Mitchener - Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence (RePEc:nbr:nberwo:25004)
by Jose A. Lopez & Andrew K. Rose & Mark M. Spiegel - Uncertainty and Hyperinflation: European Inflation Dynamics after World War I
[Modeling and forecasting realized volatility] (RePEc:oup:econjl:v:131:y:2021:i:633:p:450-475.)
by Jose A Lopez & Kris James Mitchener - Pricing Deflation Risk with US Treasury Yields (RePEc:oup:revfin:v:20:y:2016:i:3:p:1107-1152.)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch - Empirical Analysis of Corporate Credit Lines (RePEc:oup:rfinst:v:22:y:2009:i:12:p:5069-5098)
by Gabriel Jiménez & Jose A. Lopez & Jesus Saurina - Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? (RePEc:taf:jnlbes:v:32:y:2014:i:1:p:136-151)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch - Empirical analysis of the average asset correlation for real estate investment trusts (RePEc:taf:quantf:v:9:y:2009:i:2:p:217-229)
by Jose Lopez - Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields (RePEc:wly:jmoncb:v:42:y:2010:i:s1:p:143-178)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch - Foreign Entry into Underwriting Services: Evidence from Japan's “Big Bang” Deregulation (RePEc:wly:jmoncb:v:46:y:2014:i:2-3:p:445-468)
by Jose A. Lopez & Mark M. Spiegel - Modeling Volatility Dynamics (RePEc:wop:pennhp:_062)
by Diebold & Lopez - Regulatory Evaluation of Value-at-Risk Models (RePEc:wop:pennin:96-51)
by Jose A. Lopez - Is There an On-the-Run Premium in TIPS? (RePEc:wsi:qjfxxx:v:10:y:2020:i:02:n:s201013922050007x)
by Jens H. E. Christensen & Jose A. Lopez & Patrick J. Shultz